\begin{tabular}{l*{9}{c}}
\hline\hline
                &\multicolumn{1}{c}{(1)}&\multicolumn{1}{c}{(2)}&\multicolumn{1}{c}{(3)}&\multicolumn{1}{c}{(4)}&\multicolumn{1}{c}{(5)}&\multicolumn{1}{c}{(6)}&\multicolumn{1}{c}{(7)}&\multicolumn{1}{c}{(8)}&\multicolumn{1}{c}{(9)}\\
                &\multicolumn{1}{c}{US}&\multicolumn{1}{c}{Sov}&\multicolumn{1}{c}{FX}&\multicolumn{1}{c}{SmallOpt}&\multicolumn{1}{c}{FwdArb}&\multicolumn{1}{c}{CDS}&\multicolumn{1}{c}{FF6}&\multicolumn{1}{c}{SmallCmNew}&\multicolumn{1}{c}{1-8}\\
\hline
Int. Equity     &      -0.709&       0.181&       3.188&       0.498&       6.054&       1.053&       0.221&       0.105&       0.759\\
                &     (0.423)&     (1.330)&     (1.113)&     (1.610)&     (3.429)&     (2.933)&     (1.021)&     (0.711)&     (0.482)\\
[1em]
PC1 Residual    &     -0.0452&     -0.0271&     -0.0855&     -0.0740&     -0.0424&      -0.101&     -0.0634&      0.0140&     -0.0174\\
                &    (0.0202)&    (0.0503)&    (0.0553)&     (0.106)&    (0.0431)&     (0.174)&    (0.0578)&    (0.0235)&    (0.0206)\\
[1em]
Intercepts      &         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes&         Yes\\
\hline
MAPE (%/mo.)    &       0.053&       0.047&       0.054&       0.069&       0.015&       0.010&       0.101&       0.211&            \\
H1 p-value      &       0.002&       0.766&       0.016&       0.952&       0.115&       0.873&       0.714&       0.478&       0.701\\
KZ p-value      &       0.000&       0.345&       0.587&       0.002&       0.004&       0.146&       0.037&       0.001&       0.000\\
N (assets)      &          11&           6&          11&          12&          13&           5&           6&           6&          70\\
N (beta, mos.)  &         126&         126&         126&         126&         126&         126&         126&         126&            \\
N (mean, mos.)  &         388&         312&         446&         300&         126&         198&        1133&         359&            \\
Converged       &           1&           1&           1&           1&           1&           1&           1&           1&           1\\
\hline\hline
\multicolumn{10}{l}{\footnotesize Standard errors in parentheses}\\
\end{tabular}
